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Hi there, I am quite new to eviews. I am trying to estimate the changes of the common factor Z on quarterly real GDP growth (as a new time series that can be stored and for future use) of OECD countries from '70-'08. I have tried the way of "select the GDP series as group, then Proc/Make Princi...

Hi there, I am quite new to eviews. I am trying to estimate the changes of the common factor Z on quarterly real GDP growth (as a new time series that can be stored and for future use) of OECD countries from '70-'08. I have tried the way of "select the GDP series as group, then Proc/Make Princi...

Use Proc/Make Principal Components I cannot find "Make Principal Components" in Proc. I have 23 countries' real GDP data in time series (from 1970 to 2009). How can I generate the common factors which influence those countries GDP over time as a new series (like the actual values and can ...